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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Swanson, Norman R."
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
Forecasting model
Unit root test
Theorie
66
Theory
66
Estimation theory
45
Schätztheorie
45
Time series analysis
42
Zeitreihenanalyse
42
Regression analysis
20
Regressionsanalyse
20
Estimation
15
Prognoseverfahren
15
Schätzung
15
Nichtparametrisches Verfahren
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Ökonometrie
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6
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6
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28
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28
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2
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2
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English
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Swanson, Norman R.
Taylor, Robert
20
Timmermann, Allan
16
Patton, Andrew J.
10
Elliott, Graham
9
Diebold, Francis X.
8
Dijk, Herman K. van
8
Clark, Todd E.
7
Leybourne, Stephen James
7
Linton, Oliver
7
Pesaran, M. Hashem
7
Schorfheide, Frank
7
Bollerslev, Tim
6
Chang, Yoosoon
6
Corradi, Valentina
6
Ghysels, Eric
6
Harvey, David I.
6
McCracken, Michael W.
6
Park, Joon Y.
6
Rodrigues, Paulo M. M.
6
Westerlund, Joakim
6
Andersen, Torben
5
Demetrescu, Matei
5
Kapetanios, George
5
Koop, Gary
5
Lee, Ji Hyung
5
Moon, Hyungsik Roger
5
Perron, Benoit
5
Rossi, Barbara
5
Shin, Dong-wan
5
Breitung, Jörg
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hallin, Marc
4
Hansen, Bruce E.
4
Lieberman, Offer
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Pettenuzzo, Davide
4
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Journal of econometrics
Journal of economic dynamics & control
Cowles Foundation discussion paper
41
SFB 649 discussion paper
27
Working papers / Rutgers University, Department of Economics
27
Applied economics
11
Econometric theory
9
International journal of forecasting
7
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of forecasting
3
Journal of macroeconomics
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Economia internazionale
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic research
2
Oxford bulletin of economics and statistics
2
Quantitative finance
2
Quantitative finance and economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The review of economics and statistics
2
Applied economics letters
1
Applied financial economics
1
Borsa Istanbul Review
1
CFS working paper series
1
Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers of interdisciplinary research project 373
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
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ECONIS (ZBW)
28
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1
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
4
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
5
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
8
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
9
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
10
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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